smbot/util.lua

-- TODO: reorganize function order.

local abs = math.abs
local assert = assert
local exp = math.exp
local ipairs = ipairs
local log = math.log
local max = math.max
local min = math.min
local open = io.open
local pairs = pairs
local pi = math.pi
local random = math.random
local select = select
local sort = table.sort
local sqrt = math.sqrt

local function sign(x)
    -- remember that 0 is truthy in Lua.
    return x == 0 and 0 or x > 0 and 1 or -1
end

local function signbyte(x)
    if x >= 128 then x = 256 - x end
    return x
end

local function boolean_xor(a, b)
    if a and b then return false end
    if not a and not b then return false end
    return true
end

local _invlog2 = 1 / log(2)
local function log2(x) return log(x) * _invlog2 end

local function clamp(x, l, u) return min(max(x, l), u) end

local function lerp(a, b, t) return a + (b - a) * clamp(t, 0, 1) end

local function argmax(...)
    local max_i = 0
    local max_v = -999999999
    for i=1, select("#", ...) do
        local v = select(i, ...)
        if v > max_v then
            max_i = i
            max_v = v
        end
    end
    return max_i
end

local function softchoice(...)
    local t = random()
    local psum = 0
    for i=1, select("#", ...) do
        local p = select(i, ...)
        psum = psum + p
        if t < psum then
            return i
        end
    end
end

local function empty(t)
    for k, _ in pairs(t) do t[k] = nil end
    return t
end

local function calc_mean_dev(x)
    local mean = 0
    for i, v in ipairs(x) do
        mean = mean + v / #x
    end

    local dev = 0
    for i, v in ipairs(x) do
        local delta = v - mean
        dev = dev + delta * delta / #x
    end

    return mean, sqrt(dev)
end

local function normalize(x, out)
    out = out or x
    local mean, dev = calc_mean_dev(x)
    if dev <= 0 then dev = 1 end
    for i, v in ipairs(x) do out[i] = (v - mean) / dev end
    return out
end

local function normalize_wrt(x, s, out)
    out = out or x
    local mean, dev = calc_mean_dev(s)
    if dev <= 0 then dev = 1 end
    for i, v in ipairs(x) do out[i] = (v - mean) / dev end
    return out
end

local function normalize_sums(x, out)
    out = out or x
    local sum = 0
    for i, v in ipairs(x) do sum = sum + v end
    for i, v in ipairs(x) do out[i] = v - sum / #x end
    local abssum = 0
    for i, v in ipairs(out) do abssum = abssum + abs(v) end
    for i, v in ipairs(out) do out[i] = v / abssum end
    return out
end

local function unperturbed_rank(rewards, unperturbed_reward)
    -- lifted from: https://github.com/atgambardella/pytorch-es/blob/master/train.py
    local nth_place = 1
    for i, v in ipairs(rewards) do
        if v > unperturbed_reward then
            nth_place = nth_place +  1
        end
    end
    return nth_place
end

local function copy(t, out) -- shallow copy
    assert(type(t) == "table")
    local out = out or {}
    for k, v in pairs(t) do out[k] = v end
    return out
end

local function indexof(t, a)
    assert(type(t) == "table")
    for k, v in pairs(t) do if v == a then return k end end
    return nil
end

local function contains(t, a)
    return indexof(t, a) ~= nil
end

local function argmax2(t)
    return t[1] > t[2]
end

local function rchoice2(t)
    return t[1] > random()
end

local function rbool()
    return 0.5 >= random()
end

local function argsort(t, comp, out)
    comp = comp or function(a, b) return a < b end
    out = out or {}
    for i=1, #t do out[i] = i end
    sort(out, function(a, b) return comp(t[a], t[b]) end)
    return out
end

local function exists(fn)
    local f = open(fn, "r")
    if f then
        f:close()
        return true
    else
        return false
    end
end

local function pdf(x, mean, std)
    -- probability density function for a normal distribution.
    mean = mean or 0
    std = std or 1
    if mean == 0 and std == 1 then
        return 0.39894228040143 * exp(x * x * -0.5)
    end
    local var = std * std
    return 1 / sqrt(2 * pi * var) * exp((x - mean) * (x - mean) / (-2 * var))
end

local function cdf(x)
    -- a very rough approximation of the
    -- cumulative distribution function for a normal distribution.
    -- absolute error peaks at plus-or-minus 1.654.
    -- i don't remember where this is from.
    local sign = x >= 0 and 1 or -1
    return 0.5 * (1 + sign * sqrt(1 - exp(-2 / pi * x * x)))
end

local function fitness_shaping(rewards)
    -- lifted from: https://github.com/atgambardella/pytorch-es/blob/master/train.py
    local decreasing = copy(rewards)
    sort(decreasing, function(a, b) return a > b end)
    local shaped_returns = {}
    local lamb = #rewards

    local denom = 0
    for i, v in ipairs(rewards) do
        local l = log2(lamb / 2 + 1)
        local r = log2(indexof(decreasing, v))
        denom = denom + max(0, l - r)
    end

    for i, v in ipairs(rewards) do
        local l = log2(lamb / 2 + 1)
        local r = log2(indexof(decreasing, v))
        local numer = max(0, l - r)
        insert(shaped_returns, numer / denom + 1 / lamb)
    end

    return shaped_returns
end

local function weighted_mann_whitney(s0, s1, w0, w1)
    -- when w0 and w1 are nil, this decomposes(?) to the regular Mann-Whitney.
    if w0 == nil then
        w0 = {}
        for i=1, #s0 do w0[i] = 1.0 end
    end
    if w1 == nil then
        w1 = {}
        for i=1, #s1 do w1[i] = 1.0 end
    end
    assert(#s0 == #w0)
    assert(#s1 == #w1)

    local s0_sum, s1_sum, w0_sum, w1_sum = 0, 0, 0, 0
    for i, v in ipairs(s0) do s0_sum = s0_sum + v end
    for i, v in ipairs(s1) do s1_sum = s1_sum + v end
    for i, v in ipairs(w0) do w0_sum = w0_sum + v end
    for i, v in ipairs(w1) do w1_sum = w1_sum + v end

    local U = 0
    for i=1, #s0 do
        for j=1, #s1 do
            if s0[i] > s1[j] then
                U = U + w0[i] * w1[j]
            elseif s0[i] == s1[j] then
                U = U + w0[i] * w1[j] * 0.5
            end
        end
    end

    local mean = w0_sum * w1_sum * 0.5
    local std = sqrt(mean * (w0_sum + w1_sum + 1) / 6)
    local p = cdf((U - mean) / std)

    if s0_sum > s1_sum then return 1 - p else return p end
end

return {
    sign=sign,
    signbyte=signbyte,
    boolean_xor=boolean_xor,
    log2=log2,
    clamp=clamp,
    lerp=lerp,
    argmax=argmax,
    softchoice=softchoice,
    empty=empty,
    calc_mean_dev=calc_mean_dev,
    normalize=normalize,
    normalize_wrt=normalize_wrt,
    normalize_sums=normalize_sums,
    fitness_shaping=fitness_shaping,
    unperturbed_rank=unperturbed_rank,
    copy=copy,
    indexof=indexof,
    contains=contains,
    argmax2=argmax2,
    rchoice2=rchoice2,
    rbool=rbool,
    argsort=argsort,
    exists=exists,
    pdf=pdf,
    cdf=cdf,
    weighted_mann_whitney=weighted_mann_whitney,
}